Re: [R-SIG-Finance] about an error of xts

2012-04-29 Thread Brian G. Peterson
Here's my sessionInfo on one machine. sessionInfo() R version 2.15.0 (2012-03-30) Platform: x86_64-pc-linux-gnu (64-bit) locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8

Re: [R-SIG-Finance] about an error of xts

2012-04-29 Thread Matt Considine
FWIW, I cannot reproduce the error either (using the appropriate mods to the originally posted code) ... Matt [[alternative HTML version deleted]] ___ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance

Re: [R-SIG-Finance] about an error of xts

2012-04-28 Thread Haiping LAN
Dear Brian, Michael and Db. Thanks for all your suggests. I tried all your hints. But i found the problem remains, and still shows order.by requires an appropriate time-based object it sounds strange. Best, Haiping On 23 April 2012 23:08, Brian G. Peterson br...@braverock.com wrote: On

Re: [R-SIG-Finance] about an error of xts

2012-04-28 Thread Brian G. Peterson
On Sat, 2012-04-28 at 16:14 +0800, Haiping LAN wrote: Dear Brian, Michael and Db. Thanks for all your suggests. I tried all your hints. But i found the problem remains, and still shows order.by requires an appropriate time-based object it sounds strange. If you are going to persist in

Re: [R-SIG-Finance] about an error of xts

2012-04-23 Thread Db
Your Cl(GSPC) returns a Close and AdjClose , just choose one: Clx=Cl(GSPC) Cly=Clx[,1] ex.model - specifyModel(T.ind(GSPC) ~ Delt(Cly,k=1:3)) -- View this message in context: http://r.789695.n4.nabble.com/about-an-error-of-xts-tp4579828p4580517.html Sent from the Rmetrics mailing list

Re: [R-SIG-Finance] about an error of xts

2012-04-23 Thread R. Michael Weylandt
In addition to what's been said, you could much more easily write: GSPC - getSymbols(^GSPC, from = 2000-01-01, auto.assign = F) which will give names that are (directly) compatible with other quantmod functions and would seem to avoid your problem in the first place. Michael On Mon, Apr 23,

Re: [R-SIG-Finance] about an error of xts

2012-04-23 Thread Brian G. Peterson
On Mon, 2012-04-23 at 11:03 -0400, R. Michael Weylandt wrote: In addition to what's been said, you could much more easily write: GSPC - getSymbols(^GSPC, from = 2000-01-01, auto.assign = F) I'll make it simpler still... getSymbols(^GSPC, from = 2000-01-01) which will create object 'GSPC'